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We provide a solution to the problem of simultaneous $diagonalization$ $via$ $congruence$ of a given set of $m$ complex symmetric $n\times n$ matrices $\{A_{1},\ldots,A_{m}\}$, by showing that it can be reduced to a possibly…

Optimization and Control · Mathematics 2021-02-10 Miguel D. Bustamante , Pauline Mellon , M. Victoria Velasco

Let $\{C_1, C_2, \ldots, C_m\},~m\ge2$ be a collection of $n\times n$ real symmetric matrices. The objective of the paper is to offer an algorithm that finds a common congruence matrix $R$ such that $R^TC_iR$ is real diagonal for every…

Optimization and Control · Mathematics 2023-01-16 Thi-Ngan Nguyen , Van-Bong Nguyen , Thanh-Hieu Le , Ruey-Lin Sheu

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

Orthogonal signal-division multiplexing (OSDM) is an attractive alternative to conventional orthogonal frequency-division multiplexing (OFDM) due to its enhanced ability in peak-to-average power ratio (PAPR) reduction. Combining OSDM with…

Signal Processing · Electrical Eng. & Systems 2019-06-27 Jing Han , Shengqian Ma , Yujie Wang , Geert Leus

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices,…

Numerical Analysis · Computer Science 2016-07-05 Nicolo Colombo , Nikos Vlassis

This paper introduces a new algorithm to approximate non orthogonal joint diagonalization (NOJD) of a set of complex matrices. This algorithm is based on the Frobenius norm formulation of the JD problem and takes advantage from combining…

Applications · Statistics 2015-06-16 Ammar Mesloub , Karim Abeb-Meraim , Adel Belouchrani

This paper is concerned with partial Joint SVD-type Block Diagonalization of several matrices so that the extracted diagonal parts collectively optimally assume part of the total mass of all given matrices. For that reason, it will be…

Numerical Analysis · Mathematics 2026-05-12 Ren-Cang Li , Li Wang , Mei Yang

The exact/approximate non-orthogonal general joint block diagonalization ({\sc nogjbd}) problem of a given real matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is to find a nonsingular matrix $W\in\mathbb{R}^{n\times n}$ (diagonalizer) such that…

Numerical Analysis · Mathematics 2017-03-03 Yunfeng Cai , Chengyu Liu

We consider orthogonal transformations of arbitrary square matrices to a form where all diagonal entries are equal. In our main results we treat the simultaneous transformation of two matrices and the symplectic orthogonal transformation of…

Numerical Analysis · Mathematics 2020-01-29 Tobias Damm , Heike Fassbender

The joint design of the optical system and the downstream algorithm is a challenging and promising task. Due to the demand for balancing the global optimal of imaging systems and the computational cost of physical simulation, existing…

This paper addresses the problem of synchronizing orthogonal matrices over directed graphs. For synchronized transformations (or matrices), composite transformations over loops equal the identity. We formulate the synchronization problem as…

Optimization and Control · Mathematics 2017-04-10 Johan Thunberg , Florian Bernard , Jorge Goncalves

Characterizing simultaneously diagonalizable (SD) matrices has been receiving considerable attention in the recent decades due to its wide applications and its role in matrix analysis. However, the notion of SD matrices is arguably still…

Numerical Analysis · Mathematics 2022-05-27 Wentao Ding , Jianze Li , Shuzhong Zhang

Phase noise correction is crucial to exploit full advantage of orthogonal frequency division multiplexing (OFDM) in modern high-data-rate communications. OFDM channel estimation with simultaneous phase noise compensation has therefore drawn…

Information Theory · Computer Science 2017-04-25 Zhongju Wang , Prabhu Babu , Daniel P. Palomar

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

Data Structures and Algorithms · Computer Science 2016-02-23 Richard Peng , Kanat Tangwongsan , Peng Zhang

A very common problem in science is the numerical diagonalization of symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be too inefficient if the number of matrices is large, we study several alternatives. We…

Computational Physics · Physics 2008-11-26 Joachim Kopp

We propose a new joint image reconstruction method by recovering edge directly from observed data. More specifically, we reformulate joint image reconstruction with vectorial total-variation regularization as an $l_1$ minimization problem…

Numerical Analysis · Mathematics 2017-12-11 Yunmei Chen , Ruogu Fang , Xiaojing Ye

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

With the application of high-frequency communication and extremely large MIMO (XL-MIMO), the near-field effect has become increasingly apparent. The near-field beam design now requires consideration not only of the angle of arrival (AoA)…

Information Theory · Computer Science 2023-12-18 Xiyuan Liu , Qingqing Wu , Rui Wang , Jun Wu

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

It is well known that a set of non-defect matrices can be simultaneously diagonalized if and only if the matrices commute. In the case of non-commuting matrices, the best that can be achieved is simultaneous block diagonalization. Here we…

Mathematical Physics · Physics 2021-02-03 Ingolf Bischer , Christian Döring , Andreas Trautner